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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bio (BIO) - NYSE Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: July 7, 2025 to July 12, 2025
EVR: 2.7
Avg Daily Volume: 376,456    Market Cap: 6.1B
Sector: Healthcare    Short Interest: 3.93
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 1, 2025 AC 2.7 $240.43 @$240.00 $23.85
($240.43)
9.94% 6.05% I -1.7% I $236.34 $16.75
( $236.34 )
-29.77%
Feb. 13, 2025 AC 2.6 $306.36 @$310.00 $25.75
($306.36)
8.31% -10.67% O -9.53% O $277.16 $35.98
( $277.16 )
39.73%
May 7, 2024 AC 2.7 $279.91 @$280.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2024 AC 2.4 $328.73 @$330.00
Oct. 26, 2023 AC 2.3 $291.53 @$290.00
Aug. 3, 2023 AC 2.4 $401.80 @$400.00
May 4, 2023 AC 1.9 $462.61 @$460.00
Feb. 16, 2023 AC 1.9 $455.91 @$460.00
July 28, 2022 AC 2.1 $559.86 @$560.00
April 28, 2022 AC 2.3 $513.11 @$510.00

 
 
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